dfm-python 0.4.3__tar.gz → 0.4.6__tar.gz

dfm_python-0.4.6/.git

@@ -0,0 +1 @@
+gitdir: ../.git/modules/dfm-python

{dfm_python-0.4.3 → dfm_python-0.4.6}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: dfm-python
-Version: 0.4.3
+Version: 0.4.6
 Summary: Dynamic Factor Model (DFM) estimation and nowcasting in Python
 Project-URL: Homepage, https://github.com/yourusername/dfm-python
 Project-URL: Documentation, https://github.com/yourusername/dfm-python#readme

dfm_python-0.4.6/config/model/ddfm.yaml

@@ -0,0 +1,49 @@
+ar_clip_max: 0.99
+ar_clip_min: -0.99
+ar_lag: 1
+augment_idio: true
+augment_idio_slow: true
+blocks:
+  Block_Global:
+    ar_lag: 1
+    clock: m
+    factors: 5
+  Block_Consumption:
+    ar_lag: 1
+    clock: m
+    factors: 2
+  Block_Investment:
+    ar_lag: 1
+    clock: m
+    factors: 2
+  Block_Export:
+    ar_lag: 1
+    clock: m
+    factors: 1
+  Block_Nominal:
+    ar_lag: 1
+    clock: m
+    factors: 1
+  Block_Labor:
+    ar_lag: 1
+    clock: m
+    factors: 1
+clip_ar_coefficients: true
+clock: m
+idio_min_var: 1.0e-08
+idio_rho0: 0.1
+max_iter: 5000
+nan_k: 3
+nan_method: 2
+regularization_scale: 1.0e-05
+threshold: 1.0e-05
+use_regularization: true
+encoder_layers:
+- 64
+- 32
+num_factors: 2
+dropout: 0.1
+learning_rate: 0.001
+batch_size: 32
+epochs: 100
+scaler: standard  # Unified scaler for all series: 'standard', 'robust', 'minmax', 'maxabs', 'quantile', or null (no scaling)

{dfm_python-0.4.3 → dfm_python-0.4.6}/config/model/dfm.yaml

@@ -3,33 +3,31 @@ ar_clip_min: -0.99
 ar_lag: 1
 augment_idio: true
 augment_idio_slow: true
-# Block configurations: define all blocks and their properties
-# Series configs specify which blocks they belong to (optional - defaults to first block)
 blocks:
   Block_Global:
-    factors: 3
     ar_lag: 1
     clock: m
+    factors: 3
   Block_Consumption:
-    factors: 1
     ar_lag: 1
     clock: m
-  Block_Investment:
     factors: 1
+  Block_Investment:
     ar_lag: 1
     clock: m
-  Block_Export:
     factors: 1
+  Block_Export:
     ar_lag: 1
     clock: m
-  Block_Nominal:
     factors: 1
+  Block_Nominal:
     ar_lag: 1
     clock: m
-  Block_Labor:
     factors: 1
+  Block_Labor:
     ar_lag: 1
     clock: m
+    factors: 1
 clip_ar_coefficients: true
 clock: m
 idio_min_var: 1.0e-08
@@ -40,3 +38,4 @@ nan_method: 2
 regularization_scale: 1.0e-05
 threshold: 1.0e-05
 use_regularization: true
+scaler: standard  # Unified scaler for all series: 'standard', 'robust', 'minmax', 'maxabs', 'quantile', or null (no scaling)

dfm_python-0.4.6/config/series/KO3YEARC.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KO3YEARC
+series_name: Corporate 3YR, AA-, Spread
+frequency: m
+transformation: chg
+release: 1
+impute: null
+units: Percent, Annual
+category: Finance
+block:
+- Block_Global
+- Block_Investment

dfm_python-0.4.6/config/series/KOBFDSAAF.yaml

@@ -0,0 +1,14 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOBFDSAAF
+series_name: FKI, Domestic Demand, All Industries, Actual
+frequency: m
+transformation: chg
+release: -5
+impute: null
+units: Index
+category: Survey, Bsnss
+block:
+- Block_Global

dfm_python-0.4.6/config/series/KOBFINAAF.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOBFINAAF
+series_name: FKI, Investment, All Industries, Actual
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Bsnss
+release: -5
+impute: null
+block:
+- Block_Global
+- Block_Investment

dfm_python-0.4.6/config/series/KOBFXSAAF.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOBFXSAAF
+series_name: FKI, Export, All Industries, Actual
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Bsnss
+release: -5
+impute: null
+block:
+- Block_Global
+- Block_Export

dfm_python-0.4.6/config/series/KOBSESI_R.yaml

@@ -0,0 +1,14 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOBSESI.R
+series_name: BoK, BSI, Economic Sentiment Index
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Bsnss
+release: -5
+impute: null
+block:
+- Block_Global

dfm_python-0.4.6/config/series/KOBSIBCEQ.yaml

@@ -0,0 +1,14 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOBSIBCEQ
+series_name: FKI, Business Conditions, All Industries, Prospects, SA
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Bsnss
+release: -35
+impute: null
+block:
+- Block_Global

dfm_python-0.4.6/config/series/KOBSIBCOQ.yaml

@@ -0,0 +1,14 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOBSIBCOQ
+series_name: FKI, Business Conditions, All Industries, Actual, SA
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Bsnss
+release: -5
+impute: null
+block:
+- Block_Global

dfm_python-0.4.6/config/series/KOBSIBNER.yaml

@@ -0,0 +1,14 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOBSIBNER
+series_name: BoK, BSI, Business Conditions, Non-Manufacturing, Forecast
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Bsnss
+release: -35
+impute: null
+block:
+- Block_Global

dfm_python-0.4.6/config/series/KOBSIBNMR.yaml

@@ -0,0 +1,14 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOBSIBNMR
+series_name: FKI, Business Conditions, Non-Manufacturing, Actual
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Bsnss
+release: -5
+impute: null
+block:
+- Block_Global

dfm_python-0.4.6/config/series/KOBSIEMAR.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOBSIEMAR
+series_name: FKI, Employment, All Industries, Actual
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Bsnss
+release: -5
+impute: null
+block:
+- Block_Global
+- Block_Labor

dfm_python-0.4.6/config/series/KOBSIHAPR.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOBSIHAPR
+series_name: BoK, BSI, Employment Conditions, All Industries, Actual
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Bsnss
+release: -5
+impute: null
+block:
+- Block_Global
+- Block_Labor

dfm_python-0.4.6/config/series/KOBSIIMER.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOBSIIMER
+series_name: BoK, BSI, Facility Investment, Manufacturing, Forecast
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Bsnss
+release: -35
+impute: null
+block:
+- Block_Global
+- Block_Investment

dfm_python-0.4.6/config/series/KOBSIIMPR.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOBSIIMPR
+series_name: BoK, BSI, Facility Investment, Manufacturing, Actual
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Bsnss
+release: -5
+impute: null
+block:
+- Block_Global
+- Block_Investment

dfm_python-0.4.6/config/series/KOBSIXMER.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOBSIXMER
+series_name: BoK, BSI, Export Sales Growth, Manufacturing, Forecast
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Bsnss
+release: -35
+impute: null
+block:
+- Block_Global
+- Block_Export

dfm_python-0.4.6/config/series/KOBUSINVR.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOBUSINVR
+series_name: FKI, Investment, All Industries, Prospects
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Bsnss
+release: -35
+impute: null
+block:
+- Block_Global
+- Block_Investment

dfm_python-0.4.6/config/series/KOCALL_.yaml

@@ -0,0 +1,14 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOCALL.
+series_name: Bank of Korea Base Rate
+frequency: m
+transformation: chg
+units: Percent, Annual
+category: Finance
+release: 1
+impute: null
+block:
+- Block_Global

dfm_python-0.4.6/config/series/KOCNFBUSR.yaml

@@ -0,0 +1,14 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOCNFBUSR
+series_name: BoK, BSI, Business Conditions, All Industries, Forecast
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Bsnss
+release: -35
+impute: null
+block:
+- Block_Global

dfm_python-0.4.6/config/series/KOCNFCONR.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOCNFCONR
+series_name: CSI, Composite Consumer Sentiment Index, Total
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Cnsmr
+release: -5
+impute: null
+block:
+- Block_Global
+- Block_Consumption

dfm_python-0.4.6/config/series/KOCNGOV_D.yaml

@@ -0,0 +1,14 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOCNGOV.D
+series_name: Consumption, General Government
+frequency: q
+transformation: cha
+units: Chained W, Billions
+category: Macro
+release: 25
+impute: null
+block:
+- Block_Global

dfm_python-0.4.6/config/series/KOCNPER_D.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOCNPER.D
+series_name: Consumption, Private
+frequency: q
+transformation: cha
+units: Chained W, Billions
+category: Macro
+release: 25
+impute: null
+block:
+- Block_Global
+- Block_Consumption

dfm_python-0.4.6/config/series/KOCOBUSIR.yaml

@@ -0,0 +1,14 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOCOBUSIR
+series_name: BoK, BSI, Business Conditions, Composite Business Sentiment Index, KRW
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Bsnss
+release: -5
+impute: null
+block:
+- Block_Global

dfm_python-0.4.6/config/series/KOCONPMTH.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOCONPMTH
+series_name: Building Permits, Floor Area
+frequency: m
+transformation: chg
+units: Index
+category: Investment
+release: 31
+impute: null
+block:
+- Block_Global
+- Block_Investment

dfm_python-0.4.6/config/series/KOCONPRCF.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOCONPRCF
+series_name: Consumer Prices, Total
+frequency: m
+transformation: chg
+units: Index
+category: Price
+release: 3
+impute: null
+block:
+- Block_Global
+- Block_Nominal

dfm_python-0.4.6/config/series/KOCONSTRP.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOCONSTRP
+series_name: Construction Started, Floor Area
+frequency: m
+transformation: chg
+units: Index
+category: Investment
+release: 31
+impute: null
+block:
+- Block_Global
+- Block_Investment

dfm_python-0.4.6/config/series/KOCPCOREF.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOCPCOREF
+series_name: Consumer Prices, Excluding Agricultural Products and Oils
+frequency: m
+transformation: chg
+units: Index
+category: Price
+release: 3
+impute: null
+block:
+- Block_Global
+- Block_Nominal

dfm_python-0.4.6/config/series/KOCPEXFEF.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOCPEXFEF
+series_name: Consumer Prices, Excluding Food and Energy
+frequency: m
+transformation: chg
+units: Index
+category: Price
+release: 3
+impute: null
+block:
+- Block_Global
+- Block_Nominal

dfm_python-0.4.6/config/series/KOCREU__A.yaml

@@ -0,0 +1,16 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOCREU..A
+series_name: 'Consumer Credit : Credit Card, KRW'
+frequency: m
+transformation: chg
+units: Index
+category: Consumption
+release: 85
+impute: null
+block:
+- Block_Global
+- Block_Consumption
+- Block_Nominal

dfm_python-0.4.6/config/series/KOCSECDMR.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOCSECDMR
+series_name: CSI, Domestic Economic Situation, Total
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Cnsmr
+release: -5
+impute: null
+block:
+- Block_Global
+- Block_Consumption

dfm_python-0.4.6/config/series/KOCSECEMR.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOCSECEMR
+series_name: CSI, Domestic Economic Situation, Next 6 Months
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Cnsmr
+release: -5
+impute: null
+block:
+- Block_Global
+- Block_Consumption

dfm_python-0.4.6/config/series/KOCSEMEMR.yaml

@@ -0,0 +1,16 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOCSEMEMR
+series_name: CSI, Expectations of Employment Situation, Total
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Cnsmr
+release: -5
+impute: null
+block:
+- Block_Global
+- Block_Consumption
+- Block_Labor

dfm_python-0.4.6/config/series/KOCSEOHDR.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOCSEOHDR
+series_name: CSI, Expectations of Household Debt, Total
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Cnsmr
+release: -5
+impute: null
+block:
+- Block_Global
+- Block_Consumption

dfm_python-0.4.6/config/series/KOCSEOHSR.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOCSEOHSR
+series_name: CSI, Expectations of Household Saving, Total
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Cnsmr
+release: -5
+impute: null
+block:
+- Block_Global
+- Block_Consumption

dfm_python-0.4.6/config/series/KOCSHHEMR.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOCSHHEMR
+series_name: CSI, Expectations of Living Standard of Household, Total
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Cnsmr
+release: -5
+impute: null
+block:
+- Block_Global
+- Block_Consumption

dfm_python-0.4.6/config/series/KOCSHHLMR.yaml

@@ -0,0 +1,15 @@
+# Series Configuration (Legacy/Reference Format)
+# NOTE: In the new unified structure, series configs are embedded in experiment configs under preprocess.series.
+# This file is kept for reference and migration purposes.
+
+series_id: KOCSHHLMR
+series_name: CSI, Living Standard of Household, Total
+frequency: m
+transformation: chg
+units: Index
+category: Survey, Cnsmr
+release: -5
+impute: null
+block:
+- Block_Global
+- Block_Consumption